Download or read book Computational Stochastic Mechanics written by P.D. Spanos and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over a period of several years the field of probabilistic mechanics and com putational mechanics have progressed vigorously, but independently. With the advent of powerful computational hardware and the development of novel mechanical techniques, the field of stochastic mechanics has progressed in such a manner that the inherent uncertainty of quite complicated systems can be addressed. The first International Conference on Computational Stochastic Mechanics was convened in Corfu in September 1991 in an ef fort to provide a forum for the exchanging of ideas on the current status of computational methods as applied to stochastic mechanics and for identi fying needs for further research. The Conference covered both theoretical techniques and practical applications. The Conference also celebrated the 60th anniversary of the birthday of Dr. Masanobu Shinozuka, the Sollenberger Professor of Civil Engineering at Princeton University, whose work has contributed in such a great measure to the development of Computational Stochastic Mechanics. A brief sum mary of his career and achievements are given in the Dedication. This book comprises some of the papers presented at the meeting and cov ers sections on Theoretical Reliability Analysis; Damage Analysis; Applied Reliability Analysis; Theoretical Random Vibrations; Stochastic Finite Ele ment Concept; Fatigue and Fracture; Monte Carlo Simulations; Earthquake Engineering Applications; Materials; Applied Random Vibrations; Applied Stochastic Finite Element Analysis, and Flow Related Applications and Chaotic Dynamics. The Editors hope that the book will be a valuable contribution to the grow ing literature covering the field of Computational Stochastic Mechanics.
Download or read book Computational Stochastic Mechanics written by Pol D. Spanos and published by Computational Mechanics. This book was released on 1991 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computational Methods in Stochastic Dynamics written by Manolis Papadrakakis and published by Springer Science & Business Media. This book was released on 2011-02-01 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the dawn of the 21st century, computational stochastic dynamics is an emerging research frontier. This book focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The book is primarily intended for researchers and post-graduate students in the fields of computational mechanics and stochastic structural dynamics. Nevertheless, practice engineers as well could benefit from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures. The book addresses mathematical and numerical issues in stochastic structural dynamics and connects them to real-world applications. It consists of 16 chapters dealing with recent advances in a wide range of related topics (dynamic response variability and reliability of stochastic systems, risk assessment, stochastic simulation of earthquake ground motions, efficient solvers for the analysis of stochastic systems, dynamic stability, stochastic modelling of heterogeneous materials). Numerical examples demonstrating the significance of the proposed methods are presented in each chapter.
Download or read book Quantum Techniques In Stochastic Mechanics written by Baez John C and published by World Scientific. This book was released on 2018-02-14 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a tour of key results concerning chemical reaction networks and Petri nets. Contents: Stochastic Petri Nets The Rate Equation The Master Equation Probabilities vs Amplitudes Annihilation and Creation Operators An Example from Population Biology Feynman Diagrams The Anderson–Craciun–Kurtz Theorem An Example of the Anderson–Craciun–Kurtz Theorem A Stochastic Version of Noether's Theorem Quantum Mechanics vs Stochastic Mechanics Noether's Theorem: Quantum vs Stochastic Chemistry and the Desargues Graph Graph Laplacians Dirichlet Operators and Electrical Circuits Perron–Frobenius Theory The Deficiency Zero Theorem Example of the Deficiency Zero Theorem Example of the Anderson–Craciun–Kurtz Theorem The Deficiency of a Reaction Network Rewriting the Rate Equation The Rate Equation and Markov Processes Proof of the Deficiency Zero Theorem Noether's Theorem for Dirichlet Operators Computation and Petri Nets Summary Table Readership: Graduate students and researchers in the field of quantum and mathematical physics. Keywords: Stochastic;Quantum;Markov Process;Chemical Reaction Network;Petri NetReview: Key Features: It's a light-hearted introduction to a deep analogy between probability theory and quantum theory It explains how stochastic Petri nets can be used in modeling in biology, chemistry, and many other fields It gives new proofs of some fundamental theorems about chemical reaction networks
Download or read book Computational Analysis of Randomness in Structural Mechanics written by Christian Bucher and published by CRC Press. This book was released on 2009-03-30 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proper treatment of structural behavior under severe loading - such as the performance of a high-rise building during an earthquake - relies heavily on the use of probability-based analysis and decision-making tools. Proper application of these tools is significantly enhanced by a thorough understanding of the underlying theoretical and computation
Download or read book Computational Stochastic Mechanics written by Pol D. Spanos and published by IOS Press. This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computational Mechanics of Composite Materials written by Marcin Marek Kaminski and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Mechanics of Composite Materials lays stress on the advantages of combining theoretical advancements in applied mathematics and mechanics with the probabilistic approach to experimental data in meeting the practical needs of engineers. Features: Programs for the probabilistic homogenisation of composite structures with finite numbers of components allow composites to be treated as homogeneous materials with simpler behaviours. Treatment of defects in the interfaces within heterogeneous materials and those arising in composite objects as a whole by stochastic modelling. New models for the reliability of composite structures. Novel numerical algorithms for effective Monte-Carlo simulation. Computational Mechanics of Composite Materials will be of interest to academic and practising civil, mechanical, electronic and aerospatial engineers, to materials scientists and to applied mathematicians requiring accurate and usable models of the behaviour of composite materials.
Download or read book Stochastic Numerics for Mathematical Physics written by Grigori N. Milstein and published by Springer Nature. This book was released on 2021-12-03 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Download or read book The Stochastic Perturbation Method for Computational Mechanics written by Marcin Kaminski and published by John Wiley & Sons. This book was released on 2013-01-17 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic analysis is increasing in popularity and importance within engineering and the applied sciences. However, the stochastic perturbation technique is a fairly recent development and therefore remains as yet unknown to many students, researchers and engineers. Fields in which the methodology can be applied are widespread, including various branches of engineering, heat transfer and statistical mechanics, reliability assessment and also financial investments or economical prognosis in analytical and computational contexts. Stochastic Perturbation Method in Applied Sciences and Engineering is devoted to the theoretical aspects and computational implementation of the generalized stochastic perturbation technique. It is based on any order Taylor expansions of random variables and enables for determination of up to fourth order probabilistic moments and characteristics of the physical system response. Key features: Provides a grounding in the basic elements of statistics and probability and reliability engineering Describes the Stochastic Finite, Boundary Element and Finite Difference Methods, formulated according to the perturbation method Demonstrates dual computational implementation of the perturbation method with the use of Direct Differentiation Method and the Response Function Method Accompanied by a website (www.wiley.com/go/kaminski) with supporting stochastic numerical software Covers the computational implementation of the homogenization method for periodic composites with random and stochastic material properties Features case studies, numerical examples and practical applications Stochastic Perturbation Method in Applied Sciences and Engineering is a comprehensive reference for researchers and engineers, and is an ideal introduction to the subject for postgraduate and graduate students.
Download or read book Research Directions in Computational Mechanics written by National Research Council and published by National Academies Press. This book was released on 1991-02-01 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational mechanics is a scientific discipline that marries physics, computers, and mathematics to emulate natural physical phenomena. It is a technology that allows scientists to study and predict the performance of various productsâ€"important for research and development in the industrialized world. This book describes current trends and future research directions in computational mechanics in areas where gaps exist in current knowledge and where major advances are crucial to continued technological developments in the United States.
Download or read book Stochastic Methods in Engineering written by I. St Doltsinis and published by WIT Press. This book was released on 2012 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: The increasing industrial demand for reliable quantification and management of uncertainty in product performance forces engineers to employ probabilistic models in analysis and design, a fact that has occasioned considerable research and development activities in the field. Notes on Stochastics eventually address the topic of computational stochastic mechanics. The single volume uniquely presents tutorials on essential probabilistics and statistics, recent finite element methods for stochastic analysis by Taylor series expansion as well as Monte Carlo simulation techniques. Design improvement and robust optimisation represent key issues as does reliability assessment. The subject is developed for solids and structures of elastic and elasto-plastic material, large displacements and material deformation processes; principles are transferable to various disciplines. A chapter is devoted to the statistical comparison of systems exhibiting random scatter. Where appropriate examples illustrate the theory, problems to solve appear instructive; applications are presented with relevance to engineering practice. The book, emanating from a university course, includes research and development in the field of computational stochastic analysis and optimization. It is intended for advanced students in engineering and for professionals who wish to extend their knowledge and skills in computational mechanics to the domain of stochastics. Contents: Introduction, Randomness, Structural analysis by Taylor series expansion, Design optimization, Robustness, Monte Carlo techniques for system response and design improvement, Reliability, Time variant phenomena, Material deformation processes, Analysis and comparison of data sets, Probability distribution of test functions.
Download or read book Stochastic Models of Uncertainties in Computational Mechanics written by Christian Soize and published by Amer Society of Civil Engineers. This book was released on 2012 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: LNMech 2 presents the main concepts, formulations, and recent advances in the use of a mathematical-mechanical modeling process to predict the responses of a real structural system in its environment.
Download or read book Stochastic Finite Element Methods written by Vissarion Papadopoulos and published by Springer. This book was released on 2017-10-28 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a self-contained treatment of stochastic finite element methods. It helps the reader to establish a solid background on stochastic and reliability analysis of structural systems and enables practicing engineers to better manage the concepts of analysis and design in the presence of uncertainty. The book covers the basic topics of computational stochastic mechanics focusing on the stochastic analysis of structural systems in the framework of the finite element method. The target audience primarily comprises students in a postgraduate program specializing in structural engineering but the book may also be beneficial to practicing engineers and research experts alike.
Download or read book Nonlinear Dynamics and Stochastic Mechanics written by Wolfgang Kliemann and published by CRC Press. This book was released on 2018-05-04 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: Engineering systems have played a crucial role in stimulating many of the modern developments in nonlinear and stochastic dynamics. After 20 years of rapid progress in these areas, this book provides an overview of the current state of nonlinear modeling and analysis for mechanical and structural systems. This volume is a coherent compendium written by leading experts from the United States, Canada, Western and Eastern Europe, and Australia. The 22 articles describe the background, recent developments, applications, and future directions in bifurcation theory, chaos, perturbation methods, stochastic stability, stochastic flows, random vibrations, reliability, disordered systems, earthquake engineering, and numerics. The book gives readers a sophisticated toolbox that will allow them to tackle modeling problems in mechanical systems that use stochastic and nonlinear dynamics ideas. An extensive bibliography and index ensure this volume will remain a reference standard for years to come.
Download or read book Uncertainty Assessment of Large Finite Element Systems written by Christian A. Schenk and published by Springer Science & Business Media. This book was released on 2005-06-08 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: The treatment of uncertainties in the analysis of engineering structures remains one of the premium challenges in modern structural mechanics. It is only in recent years that the developments in stochastic and deterministic computational mechanics began to be synchronized. To foster these developments, novel computational procedures for the uncertainty assessment of large finite element systems are presented in this monograph. The stochastic input is modeled by the so-called Karhunen-Loève expansion, which is formulated in this context both for scalar and vector stochastic processes as well as for random fields. Particularly for strongly non-linear structures and systems the direct Monte Carlo simulation technique has proven to be most advantageous as method of solution. The capabilities of the developed procedures are demonstrated by showing some practical applications.
Download or read book An Introduction to Computational Stochastic PDEs written by Gabriel J. Lord and published by Cambridge University Press. This book was released on 2014-08-11 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of-the-art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB® codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modelling and materials science.
Download or read book Nonlinear Dynamics and Stochastic Mechanics written by Wolfgang Kliemann and published by American Mathematical Soc.. This book was released on 1996 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the International Symposium on Nonlinear Dynamics and Stochastic Mechanics held at The Fields Institute for Research in Mathematical Sciences from August September (1993) as part of the 1992-1993 Program Year on Dynamical Systems and Bifurcation Theory. In recent years, mathematicians and applied scientists have made significant progress in understanding and have developed powerful tools for the analysis of the complex behavior of deterministic and stochastic dynamical systems. By moving beyond classical perturbation methods to more general geometrical, computational, and analytical methods, this book is at the forefront in transferring these new mathematical ideas into engineering practice. This work presents the solutions of some specific problems in engineering structures and mechanics and demonstrates by explicit example these new methods of solution.
